Delaware Investments Natl Muni Income (VFL)
9.92
-0.01
(-0.10%)
USD |
NYAM |
May 01, 16:00
9.92
0.00 (0.00%)
After-Hours: 20:00
VFL Max Drawdown (5Y): 39.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.04% |
| March 31, 2024 | 39.04% |
| February 29, 2024 | 39.04% |
| January 31, 2024 | 39.04% |
| December 31, 2023 | 39.04% |
| November 30, 2023 | 39.04% |
| October 31, 2023 | 39.04% |
| September 30, 2023 | 34.17% |
| August 31, 2023 | 29.96% |
| July 31, 2023 | 29.96% |
| June 30, 2023 | 29.96% |
| May 31, 2023 | 29.96% |
| April 30, 2023 | 29.96% |
| March 31, 2023 | 29.96% |
| February 28, 2023 | 29.96% |
| January 31, 2023 | 29.96% |
| December 31, 2022 | 29.96% |
| November 30, 2022 | 29.96% |
| October 31, 2022 | 29.96% |
| September 30, 2022 | 29.96% |
| August 31, 2022 | 29.96% |
| July 31, 2022 | 29.96% |
| June 30, 2022 | 29.96% |
| May 31, 2022 | 29.96% |
| April 30, 2022 | 29.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.96% |
| February 28, 2022 | 29.96% |
| January 31, 2022 | 29.96% |
| December 31, 2021 | 29.96% |
| November 30, 2021 | 29.96% |
| October 31, 2021 | 29.96% |
| September 30, 2021 | 29.96% |
| August 31, 2021 | 29.96% |
| July 31, 2021 | 29.96% |
| June 30, 2021 | 29.96% |
| May 31, 2021 | 29.96% |
| April 30, 2021 | 29.96% |
| March 31, 2021 | 29.96% |
| February 28, 2021 | 29.96% |
| January 31, 2021 | 29.96% |
| December 31, 2020 | 29.96% |
| November 30, 2020 | 29.96% |
| October 31, 2020 | 29.96% |
| September 30, 2020 | 29.96% |
| August 31, 2020 | 29.96% |
| July 31, 2020 | 29.96% |
| June 30, 2020 | 29.96% |
| May 31, 2020 | 29.96% |
| April 30, 2020 | 29.96% |
| March 31, 2020 | 29.96% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
13.51%
Minimum
May 2019
39.04%
Maximum
Oct 2023
28.35%
Average
29.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6497 |
| Beta (5Y) | 2.569 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6497 |
| Beta (vs YCharts Benchmark) (5Y) | 2.569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.63% |
| Historical Sharpe Ratio (5Y) | -0.1511 |
| Historical Sortino (5Y) | -0.2151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.04% |